Quantitative Researcher - Portfolio Management

at  Man Group plc

THE TEAM

AHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firm’s flagship funds as well as the AIS (AHL Investment Solutions) business. The team has been running for several years. It manages a diverse set of funds both in terms of trading styles and asset classes. It is also responsible for portfolio construction as well as allocation research inside AHL.
The Portfolio Management area is split into three sub teams: Analytics, Engineering and Monetisation.
The Portfolio Analytics team’s purpose is to deliver quantifiable, transparent, and actionable insights into our research process.
The Portfolio Engineering team’s purpose is to innovate in how we deliver alpha to clients
Finally, the Portfolio Monetisation team’s purpose is to maximise the dollar output of our research in our funds.

TECHNOLOGY AND BUSINESS SKILLS

Essential

• Exceptional analytical skills; recognised by your peers as an expert in your domain
• A deep understanding of statistics/machine learning/portfolio construction techniques
• 2+ years of experience in a relevant position
• Expertise in a high-level programming language such as Python, or R.
• Proficiency with NumPy/SciPy/Pandas or similar
• Ease of handling large datasets
• Understanding risk management techniques and portfolio risk modelling
• Portfolio management experience is a plus

Personal Attributes

• Strong academic record and a degree with high mathematical, statistical and computing content e.g. Mathematics, Computer Science, Engineering, Economics or Physics from a leading university
• Hands-on attitude; willing to get involved with technology and projects across the firm
• Intellectually robust with a keenly analytic approach to problem solving
• Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities
• Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, technologist, traders and senior business people alike
• Confident communicator; able to argue a point concisely and deal positively with conflicting views.

Please refer the Job description for details